Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52291.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48153.54 Kr¶

PnL: ---------------------------------------> -778.46 Kr¶

DD now: ---------------------------------> -1.56 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:09:52.468518'

Anic Portfolio¶

Today¶

Return: 0.049 %¶

This Week¶

Return: -0.047 %¶

Total portfolio value¶

Return including deposits: 71.189 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 -1.290000 2276.750000 97.750000 4.490000 2179.000005
Embracer Group B 26 4.330000 748.150000 86.150000 13.010000 661.999988
BHG Group 49 2.050000 707.560000 68.560000 10.730000 638.999984
Vitrolife 3 0.990000 731.400000 54.400000 8.040000 677.000001
Biotage 4 1.390000 641.600000 38.600000 6.400000 603.000000
Xvivo Perfusion 3 0.170000 882.000000 37.000000 4.380000 845.000001
SynAct Pharma 9 1.090000 668.700000 23.700000 3.670000 645.000003
Addnode Group B 6 1.100000 775.200000 23.200000 3.090000 751.999998
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Humana 40 -0.580000 688.000000 14.000000 2.080000 674.000000
Addtech B 3 -0.080000 708.600000 8.600000 1.230000 699.999999
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Sdiptech B 3 0.220000 826.800000 4.800000 0.580000 822.000000
Latour B 2 0.090000 445.400000 -3.600000 -0.800000 449.000000
Volati 5 -0.350000 570.000000 -4.000000 -0.700000 574.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 0.100000 495.000000 -10.000000 -1.980000 505.000000
Investor B 3 -0.120000 646.650000 -11.350000 -1.720000 657.999999
NCC B 7 -0.490000 642.250000 -11.750000 -1.800000 653.999997
Fortnox 10 0.960000 655.000000 -13.000000 -1.950000 668.000000
Nolato B 12 0.770000 631.800000 -16.200000 -2.500000 648.000000
SCA A 4 -0.680000 582.400000 -16.600000 -2.770000 599.000000
BONESUPPORT HOLDING 10 -0.660000 1206.000000 -18.000000 -1.470000 1224.000000
Indutrade 5 0.150000 1301.000000 -19.000000 -1.440000 1320.000000
Gaming Innovation Group 161 0.000000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Sedana Medical 135 -0.190000 4282.200000 -48.800000 -1.130000 4330.999935
Balco Group 39 0.000000 1821.300000 -53.700000 -2.860000 1874.999997
Creades A 7 0.830000 555.800000 -55.200000 -9.030000 610.999998
Ambea 68 0.000000 2465.680000 -71.320000 -2.810000 2537.000032
Investor A 16 0.050000 3443.200000 -101.800000 -2.870000 3545.000000
Lundin Gold 7 -1.120000 868.000000 -106.000000 -10.880000 973.999999
New Wave B 40 -0.460000 3728.000000 -188.000000 -4.800000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.000000 2630.700000 -336.300000 -11.330000 2966.999993
TOTAL 48136.340000 -795.660000 -1.59278% 48931.999868

Updated:¶

'2023-06-16 09:09:30.500176'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶